Your right tigerlilly,
Stars start to burn when the pressures and temperatures at their centres become great enough for hydrogen to be turned into Helium, what we call nuclear fusion.
Jupiter just hasn't the wherewithall, infact a commonly used figure is something like 75 times the mass of Jupiter for ignition.
The 4 so called Gallelian sattelites are very interesting, Io, the closest to Jupiter is a real Hell world full of volcanoes and lava plumes it's constantly being heated by Jupiter's pull
http://starchild.gsfc.nasa.gov/docs/StarChild/ solar_system_level2/io.html
But Europa is really interesting, it's covered in ice but there's good reason to think there might be liquid water beneath it. Now we've aleady discovered life on earth miles below the ocean living off of volcanic plumes so it's just conceivable that you might find the same on Europa.
There's a great page on this here:
http://www.resa.net/nasa/europa_life.htm unfortunately it's a little out of date now as the proposed mission to melt through and explore beneath the ice was cancelled in 2005